-26.4%
BA vs A
+11.8%
-38.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.2% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -7.1% | 0.0% | -7.1% | -7.3% |
| 3M | -25.5% | +16.7% | -42.2% | -29.8% |
| 6M | -28.7% | +54.8% | -83.5% | -39.7% |
| YTD | -21.0% | +28.8% | -49.8% | -28.9% |
| 1Y | -11.9% | +19.3% | -31.2% | -18.4% |
| 3Y | -16.2% | +65.5% | -81.7% | -34.8% |
| All | -26.4% | +11.8% | -38.2% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling